Quickest real-time detection of multiple Brownian drifts (Q6569594)
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scientific article; zbMATH DE number 7878644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quickest real-time detection of multiple Brownian drifts |
scientific article; zbMATH DE number 7878644 |
Statements
Quickest real-time detection of multiple Brownian drifts (English)
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9 July 2024
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quickest detection
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Brownian motion
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optimal stopping
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Hörmander's condition
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hypoelliptic partial differential equation
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free-boundary problem
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smooth fit
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nonlinear Fredholm integral equation
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change-of-variable formula with local time on surfaces
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